A Novel Hybridization of ARIMA, ANN, and K-Means for Time Series Forecasting
Why this work is in the frame
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Bibliographic record
Abstract
This article aims to propose a novel hybrid forecasting model involving autoregressive integrated moving average (ARIMA), artificial neural networks (ANNs) and k-means clustering. The single models and k-means clustering are used to build the hybrid forecasting models in different levels of complexity (i.e. ARIMA; hybrid model of ARIMA and ANNs; and hybrid model of k-means, ARIMA, and ANN). To obtain the final forecasting value, the forecasted values of these three models are combined with the weights generated from the discount mean square forecast error (DMSFE) method. The proposed model is applied to three well-known data sets: Wolf's sunspot, Canadian lynx and the exchange rate (British pound to US dollar) to evaluate the prediction capability in three measures (i.e. MSE, MAE, and MAPE). In addition, the prediction performance of the proposed model is compared to ARIMA; ANNs; Khashei and Bijari's model; and the hybrid model of k-means, ARIMA, and ANN. The obtained results show that the proposed model gives the best performance in MSE, MAE, and MAPE for all three data sets.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.012 | 0.028 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.001 | 0.002 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it